Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.79% | 101.20 % | 102.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'733 CHF | 61'214 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.16 % | 101.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'588 CHF | 61'068 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.00 % | 101.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'624 CHF | 61'104 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.18 % | 101.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'656 CHF | 61'136 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.93 % | 101.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'524 CHF | 61'004 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 101.05 % | 101.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'588 CHF | 61'068 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.76 % | 101.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'511 CHF | 60'991 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.92 % | 101.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'513 CHF | 60'993 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'422 CHF | 60'902 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.59 % | 101.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'312 CHF | 60'792 CHF | 99.77% | 99.77% |